def setUp(self): ( posobject, combobject, capobject, rules, rawdata, data, config, ) = get_test_object_futures_with_pos_sizing() system = System( [rawdata, rules, posobject, combobject, capobject, Portfolios()], data, config, ) self.system = system self.config = config self.rules = rules self.rawdata = rawdata self.fcs = capobject self.forecast_combine = combobject self.data = data self.possizing = posobject self.portfolios = Portfolios
def setUp(self): (posobject, combobject, capobject, rules, rawdata, data, config) = get_test_object_futures_with_pos_sizing() system = System( [rawdata, rules, posobject, combobject, capobject, Portfolios()], data, config) self.system = system self.config = config self.rules = rules self.rawdata = rawdata self.fcs = capobject self.forecast_combine = combobject self.data = data self.possizing = posobject self.portfolios = Portfolios